STRATEGY VWAP MOMENTUM

20251007 (Tuesday, DoW=2)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 5

Periodo: 2025-10-07 00:55:00 - 2025-10-07 22:59:00

Exposure Days: 1

Trades per Day: 5.00

Avg Duration: 149.60 min

Median Duration: 57.00 min

PERFORMANCE

Total Profit: $2,900.00

Avg Profit: $580.00

Median Profit: $-25.00

Std Profit: $1,148.17

Profit Factor: 8.34

WIN/LOSS

Win Rate: 25.0%

Winners / Losers: 1 / 3 (Ratio: 1:13)

Gross Profit: $3,295.00

Gross Loss: $-395.00

Avg Winner: $1,647.50

Avg Loser: $-131.67

Avg Winner / Avg Loser: (Ratio: 1:12.51)

Largest Winner: $2,500.00

Largest Loser: $-230.00

RISK METRICS

Max Drawdown: $-370.00

Sharpe Ratio: 0.51

Sortino Ratio: 5.64

Ulcer Index: 779.33

EXIT REASONS

TARGET exits: 1 (20.0%)

STOP exits: 0 (0.0%)

EOD exits: 1 (20.0%)

LONG ENTRIES (BUY)

Total LONG: 2

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-370.00

Avg P&L: $-185.00

SHORT ENTRIES (SELL)

Total SHORT: 3

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $3,270.00

Avg P&L: $1,090.00

CUMULATIVE P&L